Question:medium

Let \(X\) be a random variable having the moment generating function

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For a Poisson distribution, the mean and variance are both equal to the parameter \(\lambda\).
Updated On: Jun 4, 2026
  • \(16\)
  • \(4\)
  • \(6\)
  • \(8\)
Show Solution

The Correct Option is D

Solution and Explanation

Step 1: Recognise the distribution.
The MGF $M_X(t)=e^{2(e^t-1)}$ matches the Poisson form $e^{\lambda(e^t-1)}$ with $\lambda=2$.

Step 2: Read the variance.
For Poisson, the variance equals $\lambda$, so $\mathrm{Var}(X)=2$.

Step 3: Scale it.
Adding a constant changes nothing and multiplying scales by the square: $\mathrm{Var}(2X+3)=4\,\mathrm{Var}(X)$.

Step 4: Compute.
$4\times2=8$.

Step 5: Conclude.
This is option (D).
\[ \boxed{8} \]
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